NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
98.30 |
100.03 |
1.73 |
1.8% |
100.39 |
| High |
100.92 |
102.46 |
1.54 |
1.5% |
101.92 |
| Low |
97.48 |
99.07 |
1.59 |
1.6% |
96.35 |
| Close |
100.48 |
102.24 |
1.76 |
1.8% |
100.82 |
| Range |
3.44 |
3.39 |
-0.05 |
-1.5% |
5.57 |
| ATR |
3.66 |
3.64 |
-0.02 |
-0.5% |
0.00 |
| Volume |
36,052 |
41,221 |
5,169 |
14.3% |
156,037 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.43 |
110.22 |
104.10 |
|
| R3 |
108.04 |
106.83 |
103.17 |
|
| R2 |
104.65 |
104.65 |
102.86 |
|
| R1 |
103.44 |
103.44 |
102.55 |
104.05 |
| PP |
101.26 |
101.26 |
101.26 |
101.56 |
| S1 |
100.05 |
100.05 |
101.93 |
100.66 |
| S2 |
97.87 |
97.87 |
101.62 |
|
| S3 |
94.48 |
96.66 |
101.31 |
|
| S4 |
91.09 |
93.27 |
100.38 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.41 |
114.18 |
103.88 |
|
| R3 |
110.84 |
108.61 |
102.35 |
|
| R2 |
105.27 |
105.27 |
101.84 |
|
| R1 |
103.04 |
103.04 |
101.33 |
104.16 |
| PP |
99.70 |
99.70 |
99.70 |
100.25 |
| S1 |
97.47 |
97.47 |
100.31 |
98.59 |
| S2 |
94.13 |
94.13 |
99.80 |
|
| S3 |
88.56 |
91.90 |
99.29 |
|
| S4 |
82.99 |
86.33 |
97.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.46 |
97.13 |
5.33 |
5.2% |
3.34 |
3.3% |
96% |
True |
False |
36,735 |
| 10 |
102.46 |
96.35 |
6.11 |
6.0% |
3.40 |
3.3% |
96% |
True |
False |
34,716 |
| 20 |
115.63 |
95.85 |
19.78 |
19.3% |
4.11 |
4.0% |
32% |
False |
False |
33,778 |
| 40 |
115.63 |
95.85 |
19.78 |
19.3% |
3.14 |
3.1% |
32% |
False |
False |
26,869 |
| 60 |
115.63 |
95.85 |
19.78 |
19.3% |
2.88 |
2.8% |
32% |
False |
False |
23,507 |
| 80 |
115.63 |
94.50 |
21.13 |
20.7% |
2.69 |
2.6% |
37% |
False |
False |
21,904 |
| 100 |
115.63 |
91.94 |
23.69 |
23.2% |
2.46 |
2.4% |
43% |
False |
False |
19,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.87 |
|
2.618 |
111.34 |
|
1.618 |
107.95 |
|
1.000 |
105.85 |
|
0.618 |
104.56 |
|
HIGH |
102.46 |
|
0.618 |
101.17 |
|
0.500 |
100.77 |
|
0.382 |
100.36 |
|
LOW |
99.07 |
|
0.618 |
96.97 |
|
1.000 |
95.68 |
|
1.618 |
93.58 |
|
2.618 |
90.19 |
|
4.250 |
84.66 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.75 |
101.43 |
| PP |
101.26 |
100.62 |
| S1 |
100.77 |
99.81 |
|